| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
17,003 |
17,041 |
38 |
0.2% |
16,968 |
| High |
17,069 |
17,085 |
16 |
0.1% |
16,978 |
| Low |
16,991 |
16,888 |
-103 |
-0.6% |
16,722 |
| Close |
17,057 |
16,941 |
-116 |
-0.7% |
16,881 |
| Range |
78 |
197 |
119 |
152.6% |
256 |
| ATR |
112 |
118 |
6 |
5.5% |
0 |
| Volume |
112,017 |
225,013 |
112,996 |
100.9% |
637,077 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,562 |
17,449 |
17,049 |
|
| R3 |
17,365 |
17,252 |
16,995 |
|
| R2 |
17,168 |
17,168 |
16,977 |
|
| R1 |
17,055 |
17,055 |
16,959 |
17,013 |
| PP |
16,971 |
16,971 |
16,971 |
16,951 |
| S1 |
16,858 |
16,858 |
16,923 |
16,816 |
| S2 |
16,774 |
16,774 |
16,905 |
|
| S3 |
16,577 |
16,661 |
16,887 |
|
| S4 |
16,380 |
16,464 |
16,833 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,628 |
17,511 |
17,022 |
|
| R3 |
17,372 |
17,255 |
16,952 |
|
| R2 |
17,116 |
17,116 |
16,928 |
|
| R1 |
16,999 |
16,999 |
16,905 |
16,930 |
| PP |
16,860 |
16,860 |
16,860 |
16,826 |
| S1 |
16,743 |
16,743 |
16,858 |
16,674 |
| S2 |
16,604 |
16,604 |
16,834 |
|
| S3 |
16,348 |
16,487 |
16,811 |
|
| S4 |
16,092 |
16,231 |
16,740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,085 |
16,786 |
299 |
1.8% |
127 |
0.7% |
52% |
True |
False |
137,900 |
| 10 |
17,085 |
16,722 |
363 |
2.1% |
126 |
0.7% |
60% |
True |
False |
129,411 |
| 20 |
17,085 |
16,659 |
426 |
2.5% |
115 |
0.7% |
66% |
True |
False |
121,443 |
| 40 |
17,085 |
16,257 |
828 |
4.9% |
105 |
0.6% |
83% |
True |
False |
74,953 |
| 60 |
17,085 |
16,209 |
876 |
5.2% |
104 |
0.6% |
84% |
True |
False |
49,978 |
| 80 |
17,085 |
15,888 |
1,197 |
7.1% |
107 |
0.6% |
88% |
True |
False |
37,486 |
| 100 |
17,085 |
15,888 |
1,197 |
7.1% |
101 |
0.6% |
88% |
True |
False |
29,990 |
| 120 |
17,085 |
15,154 |
1,931 |
11.4% |
92 |
0.5% |
93% |
True |
False |
24,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,922 |
|
2.618 |
17,601 |
|
1.618 |
17,404 |
|
1.000 |
17,282 |
|
0.618 |
17,207 |
|
HIGH |
17,085 |
|
0.618 |
17,010 |
|
0.500 |
16,987 |
|
0.382 |
16,963 |
|
LOW |
16,888 |
|
0.618 |
16,766 |
|
1.000 |
16,691 |
|
1.618 |
16,569 |
|
2.618 |
16,372 |
|
4.250 |
16,051 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,987 |
16,987 |
| PP |
16,971 |
16,971 |
| S1 |
16,956 |
16,956 |
|